How can I constraint the actions with dependent coordinates?
At first glance, I thought this was similar to "continuous-discrete" action selection (https://arxiv.org/pdf/1810.06394.pdf). However, I think your problem is different.

I am assuming that each $a_i$ is continuous and that the action which interacts with your environment is the entire vector $a = (a_1,a_2,\dotso,a_n)$ and not an individual $a_i$. Then you could treat it like a hierarchical problem. If you want $a_1 + a_2 &lt; 2$ for example, then you could sample $a_1 \sim U(0,2)$ and $a_2 | a_1 \sim U(0, 2-a_1)$ and have $p(a) = p(a_2 | a_1)p(a_1)$. The specifics of how you do this depends more finely on how your problem is set up.

Perhaps you can find similar ideas from the paper linked above. Also, other work in the robitics literature studies structured and hybrid action spaces.